BVT Call 280 Vanguard Mega Cap Growth Index Fund ETF 19.07.2024
/ DE000VD5KBT5
BVT Call 280 Vanguard Mega Cap Gr.../ DE000VD5KBT5 /
| 2024-06-10 7:53:48 PM |
Chg.-0.040 |
Bid9:59:53 PM |
Ask9:59:53 PM |
Underlying |
Strike price |
Expiration date |
Option type |
| 2.390EUR |
-1.65% |
-
Bid Size: - |
-
Ask Size: - |
- |
280.00 - |
2024-07-19 |
Call |
Master data
| WKN: |
VD5KBT |
| Issuer: |
Bank Vontobel AG |
| Currency: |
EUR |
| Underlying: |
- |
| Type: |
Warrant |
| Option type: |
Call |
| Strike price: |
280.00 - |
| Maturity: |
2024-07-19 |
| Issue date: |
2024-05-06 |
| Last trading day: |
2024-07-19 |
| Ratio: |
10:1 |
| Exercise type: |
American |
| Quanto: |
No |
| Gearing: |
11.88 |
| Leverage: |
Yes |
Calculated values
| Fair value: |
0.60 |
| Intrinsic value: |
0.04 |
| Implied volatility: |
0.63 |
| Historic volatility: |
0.14 |
| Parity: |
0.04 |
| Time value: |
2.32 |
| Break-even: |
303.60 |
| Moneyness: |
1.00 |
| Premium: |
0.08 |
| Premium p.a.: |
1.10 |
| Spread abs.: |
0.03 |
| Spread %: |
1.29% |
| Delta: |
0.55 |
| Theta: |
-0.30 |
| Omega: |
6.55 |
| Rho: |
0.14 |
Quote data
| Open: |
2.280 |
| High: |
2.390 |
| Low: |
2.280 |
| Previous Close: |
2.430 |
| Turnover: |
0.000 |
| Market phase: |
BOOK |
All quotes in EUR
Performance
| 1 Week |
|
|
+35.80% |
| 1 Month |
|
|
+92.74% |
| 3 Months |
|
|
- |
| YTD |
|
|
- |
| 1 Year |
|
|
- |
| 3 Years |
|
|
- |
| 5 Years |
|
|
- |
| 10 Years |
|
|
- |
| 1W High / 1W Low: |
2.430 |
1.760 |
| 1M High / 1M Low: |
2.430 |
1.240 |
| 6M High / 6M Low: |
- |
- |
| High (YTD): |
- |
- |
| Low (YTD): |
- |
- |
| 52W High: |
- |
- |
| 52W Low: |
- |
- |
| Avg. price 1W: |
|
2.214 |
| Avg. volume 1W: |
|
0.000 |
| Avg. price 1M: |
|
1.783 |
| Avg. volume 1M: |
|
0.000 |
| Avg. price 6M: |
|
- |
| Avg. volume 6M: |
|
- |
| Avg. price 1Y: |
|
- |
| Avg. volume 1Y: |
|
- |
| Volatility 1M: |
|
200.18% |
| Volatility 6M: |
|
- |
| Volatility 1Y: |
|
- |
| Volatility 3Y: |
|
- |
